Question: The file EuStockMarkets in the R datasets package contains the daily closing prices of four major European stock indices: Germany DAX (Ibis), Switzerland SMI, France

The file ‘‘EuStockMarkets’’ in the R datasets package contains the daily closing prices of four major European stock indices: Germany DAX (Ibis), Switzerland SMI, France CAC, and UK FTSE. The data are sampled in business time, so weekends and holidays are omitted.

(a) Plot each of the four series and compute the ACF and PACF for the series.

(b) Repeat the analysis in part

(a) for the differenced series.

(c) Identify a model for the series. Are there any unusual features worth noting.

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